A 5-sector DSGE model of Russia

We build a dynamic stochastic general equilibrium model with five sectors (1 - mining; 2 - manufacturing; 3 - electricity, gas and water; 4 - trade, transport and communication; 5 - other). The model is estimated on 29 time-series of Russia statistical data. We analyse the out-of-sample forecasting prowess of the model and derive implications for economic policy.

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Year of publication:	2015-03-06
Authors:	Ivashchenko, Sergey
Institutions:	Department of Economics, European University at St. Petersburg
Subject:	DSGE \| industries \| out of sample forecasts

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Extent:	application/pdf
Series:	EUSP Deparment of Economics Working Paper Series.
Type of publication:	Book / Working Paper
Notes:	Number Ec-01/15 25 pages
Classification:	E23 - Production ; E27 - Forecasting and Simulation ; E32 - Business Fluctuations; Cycles ; E37 - Forecasting and Simulation ; E60 - Macroeconomic Policy Formation, Macroeconomic Aspects of Public Finance, Macroeconomic Policy, and General Outlook. General
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011228005